A distributed lag regression
A) is also called AR(p).
B) can also be used with cross-sectional data.
C) gives estimates of dynamic causal effects.
D) is sometimes referred to as ADL.
Question 2
Sensitivity analysis of the results may include the following with the exception of
A) stability over time analysis of the estimated multipliers.
B) using homoskedasticity only rather than HAC standard errors.
C) investigation of omitted variable bias.
D) looking at different computations of the HAC standard errors.
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